-10.0%
BDX vs MTCH
-0.9%
-9.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -3.2% | +1.3% | -4.4% | -3.3% |
| 30D | -2.5% | +15.9% | -18.4% | -4.3% |
| 3M | +21.4% | +23.3% | -1.9% | +18.3% |
| 6M | +10.4% | +40.1% | -29.7% | +5.7% |
| YTD | +18.8% | +33.6% | -14.8% | +14.2% |
| 1Y | +21.7% | +14.1% | +7.6% | +19.2% |
| 3Y | -10.0% | +1.4% | -11.4% | -13.8% |
| All | -10.0% | -0.9% | -9.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling